CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 18-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2023 |
18-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7492 |
0.7496 |
0.0004 |
0.1% |
0.7420 |
| High |
0.7492 |
0.7496 |
0.0004 |
0.1% |
0.7545 |
| Low |
0.7492 |
0.7496 |
0.0004 |
0.1% |
0.7409 |
| Close |
0.7492 |
0.7496 |
0.0004 |
0.1% |
0.7513 |
| Range |
|
|
|
|
|
| ATR |
0.0032 |
0.0030 |
-0.0002 |
-6.3% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7496 |
0.7496 |
0.7496 |
|
| R3 |
0.7496 |
0.7496 |
0.7496 |
|
| R2 |
0.7496 |
0.7496 |
0.7496 |
|
| R1 |
0.7496 |
0.7496 |
0.7496 |
0.7496 |
| PP |
0.7496 |
0.7496 |
0.7496 |
0.7496 |
| S1 |
0.7496 |
0.7496 |
0.7496 |
0.7496 |
| S2 |
0.7496 |
0.7496 |
0.7496 |
|
| S3 |
0.7496 |
0.7496 |
0.7496 |
|
| S4 |
0.7496 |
0.7496 |
0.7496 |
|
|
| Weekly Pivots for week ending 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7897 |
0.7841 |
0.7587 |
|
| R3 |
0.7761 |
0.7705 |
0.7550 |
|
| R2 |
0.7625 |
0.7625 |
0.7537 |
|
| R1 |
0.7569 |
0.7569 |
0.7525 |
0.7597 |
| PP |
0.7489 |
0.7489 |
0.7489 |
0.7503 |
| S1 |
0.7433 |
0.7433 |
0.7500 |
0.7461 |
| S2 |
0.7353 |
0.7353 |
0.7488 |
|
| S3 |
0.7217 |
0.7297 |
0.7475 |
|
| S4 |
0.7081 |
0.7161 |
0.7438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7545 |
0.7466 |
0.0080 |
1.1% |
0.0021 |
0.3% |
38% |
False |
False |
4 |
| 10 |
0.7545 |
0.7409 |
0.0136 |
1.8% |
0.0014 |
0.2% |
64% |
False |
False |
4 |
| 20 |
0.7545 |
0.7274 |
0.0271 |
3.6% |
0.0018 |
0.2% |
82% |
False |
False |
19 |
| 40 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0024 |
0.3% |
83% |
False |
False |
33 |
| 60 |
0.7550 |
0.7264 |
0.0287 |
3.8% |
0.0024 |
0.3% |
81% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7496 |
|
2.618 |
0.7496 |
|
1.618 |
0.7496 |
|
1.000 |
0.7496 |
|
0.618 |
0.7496 |
|
HIGH |
0.7496 |
|
0.618 |
0.7496 |
|
0.500 |
0.7496 |
|
0.382 |
0.7496 |
|
LOW |
0.7496 |
|
0.618 |
0.7496 |
|
1.000 |
0.7496 |
|
1.618 |
0.7496 |
|
2.618 |
0.7496 |
|
4.250 |
0.7496 |
|
|
| Fisher Pivots for day following 18-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7496 |
0.7515 |
| PP |
0.7496 |
0.7509 |
| S1 |
0.7496 |
0.7502 |
|